ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 122-177 123-080 0-223 0.6% 122-160
High 122-287 123-092 0-125 0.3% 122-287
Low 122-157 123-037 0-200 0.5% 122-047
Close 122-227 123-055 0-148 0.4% 122-227
Range 0-130 0-055 -0-075 -57.7% 0-240
ATR 0-123 0-127 0-004 3.6% 0-000
Volume 443,450 311,462 -131,988 -29.8% 1,965,906
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 123-226 123-196 123-085
R3 123-171 123-141 123-070
R2 123-116 123-116 123-065
R1 123-086 123-086 123-060 123-074
PP 123-061 123-061 123-061 123-055
S1 123-031 123-031 123-050 123-018
S2 123-006 123-006 123-045
S3 122-271 122-296 123-040
S4 122-216 122-241 123-025
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-267 124-167 123-039
R3 124-027 123-247 122-293
R2 123-107 123-107 122-271
R1 123-007 123-007 122-249 123-057
PP 122-187 122-187 122-187 122-212
S1 122-087 122-087 122-205 122-137
S2 121-267 121-267 122-183
S3 121-027 121-167 122-161
S4 120-107 120-247 122-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-092 122-047 1-045 0.9% 0-132 0.3% 90% True False 455,473
10 123-092 121-292 1-120 1.1% 0-121 0.3% 92% True False 461,235
20 123-092 121-135 1-277 1.5% 0-132 0.3% 94% True False 513,090
40 123-190 121-135 2-055 1.8% 0-109 0.3% 81% False False 404,370
60 124-000 121-135 2-185 2.1% 0-088 0.2% 68% False False 269,812
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 124-006
2.618 123-236
1.618 123-181
1.000 123-147
0.618 123-126
HIGH 123-092
0.618 123-071
0.500 123-064
0.382 123-058
LOW 123-037
0.618 123-003
1.000 122-302
1.618 122-268
2.618 122-213
4.250 122-123
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 123-064 123-006
PP 123-061 122-278
S1 123-058 122-230

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols